+211.3%
GDX vs XLE
+55.1%
+156.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +13.6% | -12.0% | +25.6% | +14.4% |
| 30D | +2.5% | -2.7% | +5.3% | +2.2% |
| 3M | +4.4% | +6.6% | -2.2% | +2.9% |
| 6M | -5.2% | +9.5% | -14.8% | -7.2% |
| YTD | +2.1% | +40.6% | -38.4% | -8.3% |
| 1Y | +24.7% | +43.6% | -18.9% | +11.2% |
| 3Y | +211.3% | +58.1% | +153.2% | +153.6% |
| All | +211.3% | +55.1% | +156.2% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling